+10.6%
JEPI vs FDS
+31.1%
-20.5%
-6.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.9% | -1.2% | +1.6% |
| 7D | +1.5% | +9.4% | -8.0% | +1.2% |
| 30D | +3.6% | +23.8% | -20.2% | +3.0% |
| 3M | +2.3% | +25.1% | -22.8% | +1.7% |
| 6M | +5.6% | +53.8% | -48.1% | +4.4% |
| YTD | +7.5% | +19.6% | -12.1% | +7.2% |
| 1Y | +10.6% | +31.6% | -21.1% | +9.5% |
| All | +10.6% | +31.1% | -20.5% | +9.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded FDS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling